+154.8%
ETS vs SPY
+11.8%
+143.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | +5.8% | +3.3% | +2.5% | +6.0% |
| 30D | -14.2% | -2.7% | -11.5% | -16.1% |
| 3M | +29.5% | -1.7% | +31.2% | +28.3% |
| 6M | +161.7% | +3.1% | +158.6% | +161.9% |
| YTD | +193.5% | +11.9% | +181.6% | +208.5% |
| 1Y | +154.8% | +12.0% | +142.8% | +170.2% |
| All | +154.8% | +11.8% | +143.1% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling